CME Pit-Traded Corn Future March 2013
Trading Metrics calculated at close of trading on 20-Dec-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2012 |
20-Dec-2012 |
Change |
Change % |
Previous Week |
Open |
721-2 |
692-0 |
-29-2 |
-4.1% |
725-4 |
High |
721-4 |
697-2 |
-24-2 |
-3.4% |
734-6 |
Low |
702-4 |
692-0 |
-10-4 |
-1.5% |
715-2 |
Close |
703-0 |
696-4 |
-6-4 |
-0.9% |
730-6 |
Range |
19-0 |
5-2 |
-13-6 |
-72.4% |
19-4 |
ATR |
10-6 |
10-6 |
0-0 |
0.2% |
0-0 |
Volume |
158,527 |
160,185 |
1,658 |
1.0% |
658,178 |
|
Daily Pivots for day following 20-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
711-0 |
709-0 |
699-3 |
|
R3 |
705-6 |
703-6 |
698-0 |
|
R2 |
700-4 |
700-4 |
697-4 |
|
R1 |
698-4 |
698-4 |
697-0 |
699-4 |
PP |
695-2 |
695-2 |
695-2 |
695-6 |
S1 |
693-2 |
693-2 |
696-0 |
694-2 |
S2 |
690-0 |
690-0 |
695-4 |
|
S3 |
684-6 |
688-0 |
695-0 |
|
S4 |
679-4 |
682-6 |
693-5 |
|
|
Weekly Pivots for week ending 14-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
785-3 |
777-5 |
741-4 |
|
R3 |
765-7 |
758-1 |
736-1 |
|
R2 |
746-3 |
746-3 |
734-3 |
|
R1 |
738-5 |
738-5 |
732-4 |
742-4 |
PP |
726-7 |
726-7 |
726-7 |
728-7 |
S1 |
719-1 |
719-1 |
729-0 |
723-0 |
S2 |
707-3 |
707-3 |
727-1 |
|
S3 |
687-7 |
699-5 |
725-3 |
|
S4 |
668-3 |
680-1 |
720-0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
731-0 |
692-0 |
39-0 |
5.6% |
9-2 |
1.3% |
12% |
False |
True |
119,495 |
10 |
746-0 |
692-0 |
54-0 |
7.8% |
9-2 |
1.3% |
8% |
False |
True |
131,256 |
20 |
767-0 |
692-0 |
75-0 |
10.8% |
8-4 |
1.2% |
6% |
False |
True |
129,709 |
40 |
767-0 |
692-0 |
75-0 |
10.8% |
8-5 |
1.2% |
6% |
False |
True |
107,132 |
60 |
774-0 |
692-0 |
82-0 |
11.8% |
9-2 |
1.3% |
5% |
False |
True |
84,712 |
80 |
815-0 |
692-0 |
123-0 |
17.7% |
8-6 |
1.3% |
4% |
False |
True |
70,810 |
100 |
838-0 |
692-0 |
146-0 |
21.0% |
8-4 |
1.2% |
3% |
False |
True |
61,102 |
120 |
838-0 |
675-4 |
162-4 |
23.3% |
8-7 |
1.3% |
13% |
False |
False |
55,275 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
719-4 |
2.618 |
711-0 |
1.618 |
705-6 |
1.000 |
702-4 |
0.618 |
700-4 |
HIGH |
697-2 |
0.618 |
695-2 |
0.500 |
694-5 |
0.382 |
694-0 |
LOW |
692-0 |
0.618 |
688-6 |
1.000 |
686-6 |
1.618 |
683-4 |
2.618 |
678-2 |
4.250 |
669-6 |
|
|
Fisher Pivots for day following 20-Dec-2012 |
Pivot |
1 day |
3 day |
R1 |
695-7 |
707-2 |
PP |
695-2 |
703-5 |
S1 |
694-5 |
700-1 |
|